• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.89-99
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• 2003

The primary purpose of this paper is to estimate the wealth effect. We establish a linear relationships between household consumption, labor income, and stock price index. Each variable is nonstationary. And so, it contains a unit root. However, as the result of the test about cointegrating relations, the variables are cointegrated which implies the error term is stationary. The cointegrating parameter that the marginal propensity to consume out of stock price is 0.08%. The result of estimation shows the error correction is -0.62 and the significant level is also high. The error correction term indicates a rather rapid adjustment to deviations from the long run equilibrium relations.

• Communications for Statistical Applications and Methods
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• 제15권6호
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• pp.799-813
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• 2008

This paper deals with the properties of the fuzzy least squares estimators for fuzzy linear regression model. Especially fuzzy triangular input-output model including error term is proposed. The error term is considered as a fuzzy random variable. The asymptotic unbiasedness and the consistency of the estimators are proved using a suitable metric.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2011년도 추계학술대회
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• pp.551-556
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• 2011

This research presents an implementation strategy of Process Capability Index (PCI) according to the types of process characteristics. The types of process feature are classified as four perspectives of variation range, time period, error position, and process stage. The paper examines short-term or long-term PCI, within or between variation, position of precision or accuracy, and inclusion of measurement or calibration stage. Moreover, the study proposes normality test of unilateral PCI.

• Journal of applied mathematics & informatics
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• 제11권1_2호
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• pp.185-199
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• 2003

In this paper, we apply finite element Galerkin method to a single-phase quasi-linear Stefan problem with a forcing term. We consider the existence and uniqueness of a semidiscrete approximation and optimal error estimates in $L_2$, $L_{\infty}$, $H_1$ and $H_2$ norms for semidiscrete Galerkin approximations we derived.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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• pp.746-748
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• 1988

A way of improving the transient performance is suggested for a class of model reference adaptive control systems. To increase the convergence rate of a model following error, an error feedback term is incorporated into the control law.

• 한국항만경제학회지
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• 제27권3호
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• pp.41-64
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• 2011

이 연구는 케이프사이즈 시장과 파나막스 시장간의 비대칭 시간 가변 파급효과를 분석하기 위해서 조건부 평균에 전통적인 공적분항과 부분공적분항을 고려하고 있고, 조건부 분산에 레버리지 효과를 고려한 고정상관관계 GARCH와 동적상관관계 GARCH 모형을 이용하였다. 연구결과는 다음과 같다. 첫째, 두 시장간의 선-후행관계에 대해서 부분공적분항을 고려한 결과로부터 전기의 케이프사이즈 가격은 파나막스 시장가격에 유의적으로 정(+)의 영향을 미치고, 일반적인 공적분항을 고려하는 경우 두 시장간의 선-후행효과는 모두 유의적으로 정(+)의 효과를 갖는 것으로 나타났다. 둘째, 두 시장간의 장기적인 균형관계가 성립하지 않는 경우, 개별시장은 어떻게 반응하는가를 나타내는 오차항의 계수는 모두 통계적으로 유의적이고, 케이프사이즈 시장에서는 모두 음(-)의 값을 가지고 파나막스 시장의 경우에는 모두 정(+)의 값을 갖는 것으로 나타났다. 셋째, 두 시장간의 변동성의 파급효과에 대해서는 모든 모형에서 서로 영향을 주고 받는 것으로 나타났고, 통계적으로 유의하게 나타났다. 넷째, 레버리지 효과는 케이프사이즈 시장에서는 모두 유의적으로 정(+)의 값을 가지나, 파나막스 시장에서는 모두 통계적으로 유의적인 결과를 얻지 못하였다. 그러나 두 시장 모두에서 비대칭의 효과는 통계적으로 유의적인 것으로 나타나고 있다.

• 한국전자파학회논문지
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• 제12권3호
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• pp.439-445
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• 2001

본 논문에서는 상용의 루비듐 원자시계를 이동용 기준시계로 사용시 시간오차를 최소화할 수 있는 방법을 제시하였다. 일반적으로 사용되고 있던 직선적인 보간법이 장기안정도를 고려하지 않았으나 새로운 방법에서는 시간오차를 줄이고자 장기안정도를 고려하였다. 두 가기 방식에 대한 비교측정결과, 관측시간이 1.5일 이내일때는 장기안정도를 고려한 시간오차예측이 기존의 방식에 비해 작은 시간오차가 자았다. 또한 루비듐 원자시계의 이동용 기준기로의 역할이 12시간 이내에 완료될 경우 새로운 방법은 최대시간오차가 기존 방법의 15 ns 보다 작은 10 ns 정도의 오차범위 내에서 사용 가능하다.

• 대한기계학회논문집A
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• 제31권2호
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• pp.160-165
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• 2007

To predict long-term creep life from short-term creep life data, various parametric methods such as Larson-Mille. (L-M), Orr-Sherby-Dorn (O-S-D), Manson-Haferd (M-H) parameters, and a Minimum Commitment Method (MCM) were suggested. A number of the creep data were collected through literature surveys and experimental data produced in KAERI. The polynomial equations for type 316LN SS were obtained by the time-temperature parameters (TTP) and the MCM. Standard error (SE) and standard error of mean (SEM) values were obtained and compared with the each method for various temperatures. The TTP methods showed good creep-life prediction, but the MCM was much superior to the TTP ones at $700^{\circ}C$ and $750^{\circ}C$. It was found that the MCM were lower in the SE values when compared to the TTP methods.

• 전기학회논문지
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• 제59권6호
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• pp.1041-1045
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• 2010

Short-term electric load forecasting of power systems is essential for the power system stability and the efficient power system operation. An accurate load forecasting scheme improves the power system security and saves some economic losses in power system operations. Due to scarcity of the historical same type of holiday load data, most big electric load forecasting errors occur on load forecasting for the holidays. The fuzzy linear regression model has showed good accuracy for the load forecasting of the holidays. However, it is not good enough to forecast the load of the election day. The concept of the load variation rate for the load forecasting of the election day is introduced. The proposed algorithm shows its good accuracy in that the average percentage error for the short-term 24 hourly loads forecasting of the election days is 2.27%. The accuracy of the proposed 24 hourly loads forecasting of the election days is compared with the fuzzy linear regression method. The proposed method gives much better forecasting accuracy with overall average error of 2.27%, which improved about average error of 2% as compared to the fuzzy linear regression method.

• The Journal of Asian Finance, Economics and Business
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• 제8권1호
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• pp.647-654
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• 2021

This study examines the non-performing loans of rural banks and macroeconomic factors in Indonesia, including inflation, exchange rates, and interest rates. Theoretically, the existence of erratic macroeconomic conditions can affect the level of non-performing credit risk in rural credit banks in Indonesia. The effect of macroeconomic conditions on non-performing loans has a different response for each economic sector. The main objective of this study is to determine the effect of macroeconomic factors (inflation, exchange rates, and interest rates) and bank-specific factors (credit) on the Non-Performing Loans (NPL) of Rural Banks in Indonesia for the period from January 2015 to December 2018. This study uses a Vector Error Correction Model (VECM) estimation to determine the effect of independent variables consisting of macroeconomic factors and bank-specific factors. Based on the estimation results of the Vector Error Correction Model, three variables that have a positive and significant effect on long-term non-performing loans are credit, inflation, and interest rates. Meanwhile, in the short term, there are only two variables that have a positive and significant effect on non-performing loans, namely, credit and interest rates. Inflation and exchange rate variables have a negative and insignificant effect on bad credit in the short term.